Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438754.9298 | 307346.3309 | 131408.5988 | 349655.0154 | 181082.2363 | 168572.7791 |
Total P&L (%) | 438.7549 | 307.3463 | 131.4086 | 349.655 | 181.0822 | 168.5728 |
Avg Daily Profit (%) | 0.4267 | 0.2989 | 0.1278 | 0.1463 | 0.1006 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123338 | -113300 | -101564 | -109047 | -97499 | -101055 |
Profit Factor | 1.3381 | 1.455 | 1.2112 | 1.3162 | 1.3152 | 1.3171 |
Total Trades | 471 | 235 | 236 | 471 | 235 | 236 |
Winning Trades | 215 | 96 | 119 | 215 | 96 | 119 |
Losing Trades | 256 | 139 | 117 | 256 | 139 | 117 |
Profitability (%) | 45.6476 | 40.8511 | 50.4237 | 45.6476 | 40.8511 | 50.4237 |
Ratio Avg Win / Avg Loss | 1.5933 | 2.1068 | 1.1908 | 1.5671 | 1.9044 | 1.295 |
Largest Winning Trade | 216817 | 216817 | 31161 | 95059 | 95059 | 48458 |
Largest Losing Trade | -37316 | -22841 | -37316 | -46451 | -28592 | -46451 |
Avg Bars in Trades | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Winners | 34 | 39 | 30 | 34 | 39 | 30 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 12036 | 6503 | 5533 | 12036 | 6503 | 5533 |
Profit Streak | 13.4792 | 0 | 14.8958 | 13.4792 | 0 | 14.8958 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454895 | 288109 | -21255 | 188231 | -60034 | -62838 |
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{ "first_band": { "type": "zlma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.55756 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.55756 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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